-49.1%
PNR vs CAPR
+37.0%
-86.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -6.0% | -11.0% | +4.9% | -6.0% |
| 30D | -14.0% | +99.8% | -113.7% | -14.3% |
| 3M | -21.7% | -66.6% | +44.9% | -21.5% |
| 6M | -37.3% | -75.1% | +37.8% | -37.1% |
| YTD | -45.1% | -71.0% | +25.9% | -45.0% |
| 1Y | -49.1% | +30.0% | -79.1% | -49.6% |
| All | -49.1% | +37.0% | -86.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling